Summary
This article reviews the theory of fractional Brownian motion (fBm) in the white noise framework, and we present a new approach to the proof of Itô-type formulas for the stochastic calculus of fractional Brownian motion.
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Elliott, R.J., Hoek, J.v. (2007). Itô Formulas for Fractional Brownian Motion. In: Fu, M.C., Jarrow, R.A., Yen, JY.J., Elliott, R.J. (eds) Advances in Mathematical Finance. Applied and Numerical Harmonic Analysis. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-4545-8_5
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DOI: https://doi.org/10.1007/978-0-8176-4545-8_5
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